NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 47.80 46.85 -0.95 -2.0% 50.28
High 47.97 46.85 -1.12 -2.3% 50.28
Low 46.77 45.79 -0.98 -2.1% 47.34
Close 47.08 46.26 -0.82 -1.7% 47.61
Range 1.20 1.06 -0.14 -11.7% 2.94
ATR 1.46 1.45 -0.01 -0.8% 0.00
Volume 14,903 12,426 -2,477 -16.6% 78,729
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 49.48 48.93 46.84
R3 48.42 47.87 46.55
R2 47.36 47.36 46.45
R1 46.81 46.81 46.36 46.56
PP 46.30 46.30 46.30 46.17
S1 45.75 45.75 46.16 45.50
S2 45.24 45.24 46.07
S3 44.18 44.69 45.97
S4 43.12 43.63 45.68
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.23 55.36 49.23
R3 54.29 52.42 48.42
R2 51.35 51.35 48.15
R1 49.48 49.48 47.88 48.95
PP 48.41 48.41 48.41 48.14
S1 46.54 46.54 47.34 46.01
S2 45.47 45.47 47.07
S3 42.53 43.60 46.80
S4 39.59 40.66 45.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.72 45.79 2.93 6.3% 1.08 2.3% 16% False True 14,998
10 50.43 45.79 4.64 10.0% 1.10 2.4% 10% False True 13,736
20 53.35 45.79 7.56 16.3% 1.43 3.1% 6% False True 12,294
40 53.35 45.79 7.56 16.3% 1.58 3.4% 6% False True 10,227
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.36
2.618 49.63
1.618 48.57
1.000 47.91
0.618 47.51
HIGH 46.85
0.618 46.45
0.500 46.32
0.382 46.19
LOW 45.79
0.618 45.13
1.000 44.73
1.618 44.07
2.618 43.01
4.250 41.29
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 46.32 47.26
PP 46.30 46.92
S1 46.28 46.59

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These figures are updated between 7pm and 10pm EST after a trading day.

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